+272.8%
TRI vs RNG
+302.4%
-29.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -14.4% | -9.6% | -4.8% | -13.3% |
| 30D | -8.1% | +8.8% | -16.9% | -8.9% |
| 3M | +17.5% | +78.6% | -61.1% | +10.3% |
| 6M | -5.0% | +70.3% | -75.2% | -10.5% |
| YTD | -24.7% | +140.3% | -165.0% | -31.7% |
| 1Y | -41.5% | +126.6% | -168.1% | -46.7% |
| 3Y | -20.3% | +120.2% | -140.6% | -28.9% |
| 5Y | -10.9% | -68.3% | +57.4% | -7.5% |
| 10Y | +190.6% | +220.6% | -30.0% | +127.8% |
| All | +272.8% | +302.4% | -29.6% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling